How are the Z-spread, option-adjusted spread, and option cost related?
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How are the Z-spread, option-adjusted spread, and option cost related?
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The Zspread optionadjusted spread OAS and option cost are all related measures used in fixedincome securities analysis particularly for bonds with emb...View the full answer
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Related Book For
Introduction To Fixed Income Analytics
ISBN: 9780470572139
2nd Edition
Authors: Steven V. Mann, Frank J. Fabozzi
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